-10.1%
BA vs EXPE
+131.0%
-141.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.4% |
| 7D | +1.1% | -9.3% | +10.4% | +2.6% |
| 30D | -7.9% | +0.1% | -8.1% | -8.3% |
| 3M | -25.3% | -15.3% | -10.0% | -23.5% |
| 6M | -24.6% | +5.5% | -30.1% | -26.2% |
| YTD | -20.1% | -8.0% | -12.2% | -20.4% |
| 1Y | -11.8% | +18.9% | -30.6% | -17.7% |
| 3Y | -10.1% | +135.5% | -145.7% | -24.7% |
| All | -10.1% | +131.0% | -141.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling